Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: 3 Questions Regarding the Cox Proportional Hazard Model |

Date |
Fri, 13 Jan 2012 14:15:10 +0100 |

On Thu, Jan 12, 2012 at 7:33 PM, Yuval Arbel wrote: > 1. Is there any way to calculate marginal elasticities between the > hazard rate and each variable? apparently what I need is something > similar to the double-log model in simple regression analysis, or > alternatively something similar to -dprobit- The strength _and_ weakness of Cox regression is that it does not estimate the baseline hazard. It is a strength since you cannot make an error in the specification of the baseline hazard if you just do not estimate it. It is a weakness in that it makes it hard to say anything about the hazard or anything that depends on it, like marginal effects or elasticities. The only effect size that really makes sense in a Cox model is the hazard ratio. This is one of the advantages of -stpm2- (see: -findit stpm2-), it estimates the baseline hazard function, so now it makes sense to think about alternative effect sizes. > 2. Suppose, the PH assumption does not work in my sample. If my only > concern is the coefficients of variables and their marginal effects on > the survival rate, and not projected survival rates, does rejection of > the PH assumption mean I cannot use the results at all without > stratifications of the sample? You cannot ignore the proportional hazard assumption, but stratification is not the only solution. You can also model the relationship between the hazard ratio and time using the -tvc()- option. I have explained this to you before: <http://www.stata.com/statalist/archive/2012-01/msg00282.html>. > 3. If I run the -tvc- option, how do I make hypothesis testing on the > interaction terms between time and the variables? I gave you a link some time ago that included an example: <http://www.stata.com/statalist/archive/2012-01/msg00211.html>. -- Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: 3 Questions Regarding the Cox Proportional Hazard Model***From:*Yuval Arbel <yuval.arbel@gmail.com>

- Prev by Date:
**st: two way random effects negbin model in stata** - Next by Date:
**st: Getting rid of binary codes so I can read in files** - Previous by thread:
**st: 3 Questions Regarding the Cox Proportional Hazard Model** - Next by thread:
**st: data cleaning using online spelling check: Radyakin’s -google- command** - Index(es):